Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48869.69 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42186.09 Kr¶

PnL: ---------------------------------------> -247.19 Kr¶

DD now: ---------------------------------> -8.002 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:16:57.036700'

Anic Portfolio¶

Today¶

Return: -0.879 %¶

This Week¶

Return: -0.879 %¶

Total portfolio value¶

Return including deposits: 60.007 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.350000 1660.860000 193.320000 13.170000 1467.540000
Hoist Finance 35 1.790000 995.750000 17.500000 1.790000 978.250000
Catena 2 1.770000 803.600000 14.000000 1.770000 789.600000
BioGaia B 8 1.380000 940.800000 12.800000 1.380000 928.000000
Orrön Energy 180 0.440000 2049.300000 11.700000 0.570000 2037.600000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
JM 6 1.180000 872.400000 10.200000 1.180000 862.200000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Atrium Ljungberg B 5 0.860000 941.000000 8.000000 0.860000 933.000000
Platzer Fastigheter Holding B 12 0.750000 966.000000 7.200000 0.750000 958.800000
Sagax B 4 0.850000 859.200000 7.200000 0.850000 852.000000
Bilia A 8 0.180000 900.800000 3.200000 0.360000 897.600000
ASSA ABLOY B 3 0.310000 779.400000 2.400000 0.310000 777.000000
Hexatronic Group 12 0.150000 966.000000 1.440000 0.150000 964.560000
AcadeMedia 8 -0.400000 401.200000 0.000000 0.000000 401.200000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
SKF B 5 -0.560000 932.750000 -5.250000 -0.560000 938.000000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Byggmax Group 33 -0.830000 946.440000 -7.920000 -0.830000 954.360000
Gränges 9 -0.870000 918.000000 -8.100000 -0.870000 926.100000
EQT 4 -1.400000 818.000000 -11.600000 -1.400000 829.600000
OX2 13 -1.230000 936.000000 -11.700000 -1.230000 947.700000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Addnode Group B 11 -2.160000 898.700000 -19.800000 -2.160000 918.500000
Alimak Group 11 -2.140000 906.400000 -19.800000 -2.140000 926.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.120000 820.000000 -35.200000 -4.120000 855.200000
Indutrade 5 -3.460000 1172.500000 -42.000000 -3.460000 1214.500000
Vitec Software Group B 2 -3.970000 1041.000000 -43.000000 -3.970000 1084.000000
Bufab 3 -4.280000 1059.000000 -47.400000 -4.280000 1106.400000
Hexagon B 26 -1.620000 3395.600000 -55.900000 -1.620000 3451.500000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
BHG Group 97 -6.860000 1356.060000 -98.940000 -6.800000 1455.000000
TOTAL 42192.210000 -241.070000 -7.99042% 42433.280000

Updated:¶

'2023-07-03 14:16:41.413788'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶